Objectives: Persistent environmental pollutants, including heavy metals and persistent organic pollutants (POPs), have a ubiquitous presence. Many of these pollutants affect neurobiological processes, either accidentally or by design. The aim of this study was to explore the associations between assayed measures of POPs and heavy metals and depressive symptoms. We hypothesised that higher levels of pollutants and metals would be associated with depressive symptoms. Setting: National Health and Nutrition Examination Survey (NHANES). Participants: A total of 15 140 eligible people were included across the three examined waves of NHANES. Primary and secondary outcome measures: Depressive symptoms were assessed using the nine-item version of the Patient Health Questionnaire (PHQ-9), using a cut-off point of 9/10 as likely depression cases. Organic pollutants and heavy metals, including cadmium, lead and mercury, as well as polyfluorinated compounds (PFCs), pesticides, phenols and phthalates, were measured in blood or urine. Results: Higher cadmium was positively associated with depression (adjusted Prevalence Ratios (PR)=1.48, 95% CI 1.16 to 1.90). Higher levels of mercury were negatively associated with depression (adjusted PR=0.62, 95% CI 0.50 to 0.78), and mercury was associated with increased fish consumption (n=5500, r=0.366, p<0.001). In addition, several PFCs (perfluorooctanoic acid, perfluorohexane sulfonic acid, perfluorodecanoic acid and perfluorononanoic acid) were negatively associated with the prevalence of depression. Conclusions: Cadmium was associated with an increased likelihood of depression. Contrary to hypotheses, many of persistent environmental pollutants were not associated or negatively associated with depression. While the inverse association between mercury and depressive symptoms may be explained by a protective role for fish consumption, the negative associations with other pollutants remains unclear. This exploratory study suggests the need for further investigation of the role of various agents and classes of agents in the pathophysiology of depression.